The job is something automatically given to everyone by the system and can not be changed but they can choose their second job.
Jobs can increase the stats for examples warrior related jobs can increase the power and speed while mage job increases the MP.
Jobs can also make it easy to gain related skills.
Monsters don't have a job.
Examples of Jobs.
Magic Swordmaster: increase MP and power.
Wizard: increase MP.
Swordmaster: increase power.
There are also support jobs such as:
Alchemist: can make potions.
Blacksmith.